V-Lab
V-Lab
Dow Jones Transportation Average AGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:16.07% (-0.31%)

Analysis last updated: Thursday, May 16, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dow Jones Transportation Average AGARCH
paramt-stat
ω0.01665.87
α0.073234.43
β0.9026378.59
γ0.671924.64
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts